Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients (Q2359703)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
scientific article

    Statements

    Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients (English)
    0 references
    0 references
    0 references
    22 June 2017
    0 references
    stochastic differential equations
    0 references
    densities
    0 references
    regularity
    0 references
    irregular drift
    0 references
    stochastic control
    0 references

    Identifiers